Hi everyone
can anyone help me understand how to merge two Poisson processes lets say λ1 and λ2 and how it can produce a new process with rate λ1+λ2.
Thanks in advance.

Regards

Nov 15th 2012, 04:38 PM

chiro

Re: Combining 2 poisson processes?

Hey crystal11.

By merge I assume you mean add them together where both are independent.

The usual way to prove this is through moment generating functions but you can also use the convolution result: they are both aspects of the same idea, but they have different uses depending on what needs to be done analytically and statistically.